-48.2%
CLF vs HCA
+73.0%
-121.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.9% | -6.6% | -3.0% |
| 7D | -2.7% | +4.9% | -7.6% | -4.0% |
| 30D | -3.2% | +1.9% | -5.1% | -3.8% |
| 3M | -5.0% | +12.7% | -17.7% | -8.7% |
| 6M | +26.6% | -22.3% | +48.9% | +35.5% |
| YTD | -9.0% | -9.3% | +0.4% | -7.4% |
| 1Y | +11.8% | +2.7% | +9.1% | +9.3% |
| 3Y | -15.1% | +57.8% | -72.9% | -31.1% |
| 5Y | -48.2% | +70.3% | -118.5% | -62.5% |
| All | -48.2% | +73.0% | -121.2% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HCA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling